inst/ChangeLog.md

In POT: Generalized Pareto Distribution and Peaks Over Threshold

POT: Generalized Pareto Distribution and Peaks Over Threshold

Changes in Version 1.1-12

• add/update links in man pages
• add checks of generic fucntions
• add qqpareto
• transform ChangeLog in markdown format
• add retlev function for class uvevd provided by fgev from evd package

Changes in Version 1.1-11

• add a README file

Changes in Version 1.1-9/1.1-10

• remove deprecated legacy S constants (DOUBLE_DIGITS, DOUBLE_EPS) in C files (to DBL_MANT_DIG, DBL_EPSILON resp.)
• change url/year in the vignette

Changes in Version 1.1-8

NEW FEATURES

• change argument names fitted to object to avoid clashes with stats::fitted
• change variable name in examples to avoid clashes with stats::fitted, base::log,...
• add a man page for the package

BUG FIX

• Fix an error in convassess : previous output of convassess's examples was

> convassess(log)
    Error in sample.int(length(x), size, replace, prob) :
     invalid 'size' argument
    Calls: convassess -> convassess.bvpot -> sample -> sample.int

Changes in Version 1.1-7

NOTE FIXES

• Fix a NOTE on registering native routines by registering C functions as POT_do_<func>
• Fix issues in specdens plot with failure (length > 1 in coercion to logical)

Changes in Version 1.1-6

BUG FIXES

• Update/simplify man pages.
• Add a coef function for pot objects.
• Fix wrong usage of return in the following R files (thanks to Duncan Murdoch):

./POT/R/bvpot-fitBvGPD.R : 254 return ./POT/R/mcpot-fitMcGPD.R : 220 return ./POT/R/util-GPD-mle.R : 117 return ./POT/R/util-GPD-mle.R : 126 return ./POT/R/util-GPD-mle.R : 134 return ./POT/R/util-GPD-mple.R : 120 return ./POT/R/util-GPD-mple.R : 130 return ./POT/R/uvpot-fitPP.R : 107 return ./POT/R/uvpot-fitPP.R : 117 return

Changes in Version 1.1-5

• Rename files in R/ directory.
• Add a GPL banner on R/C files.

Changes in Version 1.1-4

• Update for future CRAN release by Christophe Dutang.

NOTE FIX

• Fix issues with S3 class and add defensive programming

Changes in Version 1.1-3

BUG FIX

• Fix a problem detected by AddressSanitizer (thanks to Brian Ripley): see https://r-forge.r-project.org/scm/viewvc.php/pkg/src/ts2tsd.c?root=pot&r1=354&r2=493

Changes in Version 1.0-7

• Update my address e.g. move to EPFL

NEW FEATURES

• Add the point process fitting procedure

Changes in Version 1.0-6

• Improve the package homepage

BUG FIX

• Fix a bug in the pickdep function

Changes in Version 1.0-5

NEW FEATURES

• Add a convassess function to assess for convergence of the fitted uvpot and bvpot objects
• Some minor changes for uvpot fitting process to increase robustness
• Density plot can return histogram in addition
• Add a confint function to provide a generic access for (profile) confidence interval computing

Changes in Version 1.0-4

NEW FEATURES

• Link to the url at R-Forge in the Description file
• Add lots of new estimators for the univariate GPD

BUG FIXES

• Fix typo and update R vignette
• Fix encodings with newer R version
• Convert R object to double before calling C code as it may fail

Changes in Version 1.0-3

BUG FIX

• Fix a huge gap within the diplot function. Thanks to Kallen, Maarten-Jan

Changes in Version 1.0-2

NEW FEATURES

• Add non conditional modeling
• Add tsdep.plot function
• Fix a bug in gpd.firl function
• Improve several functions

Changes in Version 1.0-1

NEW FEATURES

• Add tools to assess for asymptotic (in)dependence

Changes in Version 1.0-0

NEW FEATURES

• The fitting codes for Markov chain model is considered stable
• Add lots of tools for these Markov chain models

Changes in Version 0.0-9

NEW FEATURES

• Change printing methods.
• clust.R: the extremal index estimate was buggy !!!
• plot methods always returns invisibly the return level function
• Write a package vignette

Changes in Version 0.0-8

NEW FEATURES

• Add a function fitbvgpd to fit bivariate POT
• Add a function fitmcgpd to fit all exceedances with a first-order Markov chain
• Implement methods for classes uvpot, bvpot and mcpot
• Update user's guide
• Add a function simmc to simulate first order Markov chains with a fixed extreme value dependence
• Add a function for bivariate return level plot
• Add a the Ferro and Seger's estimator for the extremal index

Changes in Version 0.0-7

NEW FEATURES

• Add a function clust for identify clusters of extreme
• Add a function ts2tsd for a mobile average window in a time serie
• Add a user's guide
• Some minor changes in functions mrlplot, lmomplot, diplot, tcplot

Changes in Version 0.0-6

NEW FEATURES

• Add Medians estimator to fitgpd
• Add Pickands' estimators to fitgpd
• Add (M)inimum (D)ensity (P)ower (D)ivergence estimator to fitgpd
• Add details to rp2prob and prob2rp functions
• Changing graphic display in plotgpd
• Add warnings for profile confidence interval with varying threshold
• Passing automatically to expected information of Fisher if the expected information matrix of Fisher is singular in function gpdmle

BUG FIX

• Fix a bug in gpdmle while passing to option obs.fish = FALSE

Changes in Version 0.0-5

NEW FEATURES

• Add functions rp2prob and prob2rp
• Allow varying threshold in fitgpd with method = 'mle'
• Return level confidence interval are now defined with probability of non exceedance instead of return periods

Changes in Version 0.0-4

NEW FEATURES

• Compute Expected Matrix Information of Fisher in gpdmle

Changes in Version 0.0-3

BUG FIX

• Fix a message bug in gpdpwmb

Changes in Version 0.0-2

• Modifying documentation of function mrlplot
• Fix a wrong title and y-label axis in function diplot
• Add references in documentation files

POT documentation built on Sept. 18, 2026, 9:11 a.m.